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As you're probably aware, the CME ftp page carries both "Tick" files and "Time
and Sales" files. The Tick file (posted about 2 days after close) includes
volume while the Time And Sales (posted nightly approx 6pm) does not. After
comparing sections of both files, I concluded that the Time And Sales was more
complete and carried fewer obvious errors. I queried the CME regarding origins
of the two files but haven't received a response in something over a week. Would
be interested in which of these files you used in your comparisons.
Earl
-----Original Message-----
From: Carroll Slemaker <cslemaker1@xxxxxxxx>
To: omega-list@xxxxxxxxxx <omega-list@xxxxxxxxxx>
Date: Sunday, May 03, 1998 2:12 PM
Subject: Re: Recommendations or Advice
>I am using Signal, delivered by cable. Some time back I compared a full
>day's tick count for the front S&P contract; I compared my count with
>that of a friend using BMI and with a count from the official list of
>ticks from the CME itself. My recollection is that my count was very
>close to the BMI count and both were somewhat lower than the CME's
>count.
>
>Carroll Slemaker
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